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Re: st: RE: bootstraping with qreg bsqreg and sqreg


From   Rijo John <rijo@igidr.ac.in>
To   <statalist@hsphsun2.harvard.edu>
Subject   Re: st: RE: bootstraping with qreg bsqreg and sqreg
Date   Thu, 24 Jun 2004 23:08:58 +0530 (IST)

Dear Nick, thanks for your response.

I dont know if I should conclude that it is because of the randomness
that we expect. For example for one of the variable I am getting  a std error
of .1238498 in method 2 but .0903295 in method 3 which is causing a shift
in p value from 0.101 to 0.025. Is that strange? If we are to take a
decision on the significance of a coefficient based on the P-value which
p-value (among the three we get) should we accept?

Thanks,
Rijo John.

On Thu, 24 Jun 2004, Nick Cox wrote:

:You mean differing other than because of
:randomness?
:
:Nick
:n.j.cox@durham.ac.uk
:
:Rijo John
:
:>  I was doing a bootstrapping exercise for the same quantile
:> regression in
:> three ways.
:> 1)	bs "qreg y x1 x2 x3....x22" "_b[x1] _b[x2]...._b[x22] _[_const],
:> 	reps(20)
:> 2)	sqreg y x1 x2 ...... x22
:> 3)	bsqreg y x1 x2 ......x22
:>
:> Why am I getting different bootstrap standard errors in each
:> one of this
:> method? The stata help says these methods are same. The
:> coefficients I am
:> getting are same though. Can anyone tell me which one of this is to be
:> accepted or most widely used?

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